• DocumentCode
    2098189
  • Title

    Convergence of the Robbins-Monro algorithm under arbitrary disturbances

  • Author

    Kulkarni, S.R. ; Horn, C.

  • Author_Institution
    Dept. of Electr. Eng., Princeton Univ., NJ, USA
  • fYear
    1993
  • fDate
    15-17 Dec 1993
  • Firstpage
    537
  • Abstract
    The Robbins-Monro algorithm under arbitrary deterministic disturbances is studied and necessary and sufficient conditions on the noise sequence are obtained for convergence of the algorithm. We introduce a notion of persistently disturbing noise sequences, and show that it characterises convergence of the algorithm under each fixed noise sequence. The results obtained are stronger than previous conditions and the proof techniques are simpler, involving only basic notions of convergence
  • Keywords
    convergence of numerical methods; function approximation; identification; noise; Robbins-Monro algorithm; arbitrary deterministic disturbances; convergence; necessary conditions; noise sequence; stochastic approximation; sufficient conditions; Adaptive control; Approximation algorithms; Convergence; Stochastic processes; Stochastic resonance; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
  • Conference_Location
    San Antonio, TX
  • Print_ISBN
    0-7803-1298-8
  • Type

    conf

  • DOI
    10.1109/CDC.1993.325089
  • Filename
    325089
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2098189